CME Canadian Dollar Future December 2016
| Trading Metrics calculated at close of trading on 30-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2016 |
30-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
0.7463 |
0.7447 |
-0.0015 |
-0.2% |
0.7408 |
| High |
0.7464 |
0.7511 |
0.0048 |
0.6% |
0.7476 |
| Low |
0.7419 |
0.7429 |
0.0009 |
0.1% |
0.7390 |
| Close |
0.7456 |
0.7451 |
-0.0005 |
-0.1% |
0.7398 |
| Range |
0.0044 |
0.0083 |
0.0038 |
85.4% |
0.0086 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.2% |
0.0000 |
| Volume |
73,071 |
106,655 |
33,584 |
46.0% |
263,468 |
|
| Daily Pivots for day following 30-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7711 |
0.7663 |
0.7496 |
|
| R3 |
0.7628 |
0.7581 |
0.7473 |
|
| R2 |
0.7546 |
0.7546 |
0.7466 |
|
| R1 |
0.7498 |
0.7498 |
0.7458 |
0.7522 |
| PP |
0.7463 |
0.7463 |
0.7463 |
0.7475 |
| S1 |
0.7416 |
0.7416 |
0.7443 |
0.7440 |
| S2 |
0.7381 |
0.7381 |
0.7435 |
|
| S3 |
0.7298 |
0.7333 |
0.7428 |
|
| S4 |
0.7216 |
0.7251 |
0.7405 |
|
|
| Weekly Pivots for week ending 25-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7681 |
0.7626 |
0.7446 |
|
| R3 |
0.7594 |
0.7539 |
0.7422 |
|
| R2 |
0.7508 |
0.7508 |
0.7414 |
|
| R1 |
0.7453 |
0.7453 |
0.7406 |
0.7437 |
| PP |
0.7421 |
0.7421 |
0.7421 |
0.7413 |
| S1 |
0.7366 |
0.7366 |
0.7390 |
0.7351 |
| S2 |
0.7335 |
0.7335 |
0.7382 |
|
| S3 |
0.7248 |
0.7280 |
0.7374 |
|
| S4 |
0.7162 |
0.7193 |
0.7350 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7511 |
0.7388 |
0.0123 |
1.7% |
0.0060 |
0.8% |
51% |
True |
False |
75,811 |
| 10 |
0.7511 |
0.7374 |
0.0138 |
1.8% |
0.0059 |
0.8% |
56% |
True |
False |
72,566 |
| 20 |
0.7542 |
0.7361 |
0.0181 |
2.4% |
0.0058 |
0.8% |
50% |
False |
False |
75,945 |
| 40 |
0.7704 |
0.7361 |
0.0343 |
4.6% |
0.0057 |
0.8% |
26% |
False |
False |
74,650 |
| 60 |
0.7804 |
0.7361 |
0.0443 |
5.9% |
0.0060 |
0.8% |
20% |
False |
False |
67,665 |
| 80 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0059 |
0.8% |
19% |
False |
False |
50,962 |
| 100 |
0.7838 |
0.7361 |
0.0478 |
6.4% |
0.0060 |
0.8% |
19% |
False |
False |
40,814 |
| 120 |
0.7868 |
0.7361 |
0.0508 |
6.8% |
0.0060 |
0.8% |
18% |
False |
False |
34,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7862 |
|
2.618 |
0.7727 |
|
1.618 |
0.7644 |
|
1.000 |
0.7594 |
|
0.618 |
0.7562 |
|
HIGH |
0.7511 |
|
0.618 |
0.7479 |
|
0.500 |
0.7470 |
|
0.382 |
0.7460 |
|
LOW |
0.7429 |
|
0.618 |
0.7378 |
|
1.000 |
0.7346 |
|
1.618 |
0.7295 |
|
2.618 |
0.7213 |
|
4.250 |
0.7078 |
|
|
| Fisher Pivots for day following 30-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
0.7470 |
0.7450 |
| PP |
0.7463 |
0.7450 |
| S1 |
0.7457 |
0.7450 |
|